
doi: 10.1137/0906063
Summary: The paper describes and evaluates DSTIFF, a set of subroutines for solving stiff ordinary differential equations. The code is somewhat similar to the well-known packages LSODE, GEAR and DIFSUB but the present set of subroutines are based on least squares multistep formulas rather than the BDF. The paper describes the formulas used in the code, the structure of the code and the heuristics used, and evaluates its performance. The code seems to be much more efficient than LSODE in solving stiff equations which have Jacobians with eigenvalues having large imaginary parts. On other problems, DSTIFF is as efficient as LSODE on larger tolerances and somewhat less efficient than LSODE on stringent tolerances.
software, Nonlinear ordinary differential equations and systems, subroutines, Numerical methods for initial value problems involving ordinary differential equations, comparison of methods, stiff equations, multistep, methods, least squares, DSTIFF, Software, source code, etc. for problems pertaining to ordinary differential equations, Stability and convergence of numerical methods for ordinary differential equations
software, Nonlinear ordinary differential equations and systems, subroutines, Numerical methods for initial value problems involving ordinary differential equations, comparison of methods, stiff equations, multistep, methods, least squares, DSTIFF, Software, source code, etc. for problems pertaining to ordinary differential equations, Stability and convergence of numerical methods for ordinary differential equations
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